Rating Theory and Methods of Mutual Funds

Author: Huang Fuguang
Publisher:
Publish Date: 2005-11-01
Features: This book specifically studies the fundamental theories and methods of performance evaluation. The entire book is divided into six chapters: Chapter 1 is about an overview of fund management and rating development, defining the content and purpose of ratings; Chapter 2 covers the basic theories required in the rating process of fund management; Chapter 3 discusses the calculation, single indicators in rating, and the relationship between fund performance and investment style; Chapter 4 analyzes comprehensive performance evaluation methods for funds, including factor analysis, data envelopment analysis, neural network methods, and entropy weight methods; Chapter 5 introduces and analyzes methods and models for evaluating the stock and timing selection abilities of fund managers; Chapter 6 introduces and analyzes the rating methods and systems of some major domestic and international fund rating institutions.